Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 6.49% | 0.14 CHF | 0.15 CHF | 360'000 | 75'000 | 341'078 | 75'000 | 50'837 CHF | 11'964 CHF | 88.82% | 88.82% |
12.07.2024 | 6.62% | 0.16 CHF | 0.17 CHF | 320'000 | 75'000 | 347'635 | 75'000 | 50'767 CHF | 11'737 CHF | 88.13% | 88.13% |
11.07.2024 | 7.51% | 0.15 CHF | 0.16 CHF | 340'000 | 75'000 | 394'312 | 75'000 | 50'536 CHF | 10'399 CHF | 90.88% | 90.88% |
10.07.2024 | 8.83% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 466'583 | 75'000 | 50'501 CHF | 8'877 CHF | 100.00% | 100.00% |
09.07.2024 | 8.95% | 0.10 CHF | 0.11 CHF | 500'000 | 75'000 | 472'408 | 75'000 | 50'411 CHF | 8'773 CHF | 94.95% | 94.95% |
08.07.2024 | 8.48% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 447'387 | 75'000 | 50'537 CHF | 9'236 CHF | 99.31% | 99.31% |
05.07.2024 | 7.54% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 396'978 | 75'000 | 50'649 CHF | 10'334 CHF | 97.54% | 97.54% |
04.07.2024 | 7.87% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 413'521 | 75'000 | 50'474 CHF | 9'916 CHF | 95.45% | 95.45% |
03.07.2024 | 8.27% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 435'500 | 75'000 | 50'453 CHF | 9'459 CHF | 99.89% | 99.89% |
02.07.2024 | 9.91% | 0.10 CHF | 0.11 CHF | 500'000 | 75'000 | 499'958 | 75'000 | 48'077 CHF | 7'962 CHF | 99.90% | 99.90% |